From: Michael Orlitzky <michael@orlitzky.com>
Date: Wed, 8 May 2013 06:42:47 +0000 (-0400)
Subject: Add the spectral_radius() function.
X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=commitdiff_plain;h=2c7ba2642519192bdfb77a4ffa26b16640ab5f77

Add the spectral_radius() function.
---

diff --git a/spectral_radius.m b/spectral_radius.m
new file mode 100644
index 0000000..47cfd72
--- /dev/null
+++ b/spectral_radius.m
@@ -0,0 +1,17 @@
+function rho = spectral_radius(A)
+  %
+  % Compute the spectral radius of ``A``, which is not necessarily
+  % Hermitian.
+  %
+  % This is slow. Don't use it on big matrices.
+  %
+  % INPUT:
+  %
+  %   ``A`` -- The matrix whose spectral radius you want.
+  %
+  % OUTPUT:
+  %
+  %   ``rho`` -- The spectral radius of ``A``.
+  %
+  rho = max(abs(eig(A)));
+end